Multiphoton ionization of xenon with 620 nm pulses is reviewed. Near saturated ionization is observed at 2 x 1013 W/cm2 using 0.9 psec pulses and 6 x 1013 W/cm2 using 90 fsec pulses. These results indicate that atomic systems can be irradiated with very high intensity ultrashort pulses without significant ionization. Below the ionization threshold new nonlinear phenomena, such as continuum generation, can be investigated. We review measurements of continuum generation in gases made with ultrashort pulses. The nonlinearity responsible for self-focusing and self-phase modulation saturates with laser intensity. A diffraction limited input beam has its spatial profile reconstituted after self-focusing.